+87.3%
JNJ vs PCOR
-30.9%
+118.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -1.2% |
| 7D | +2.7% | -9.0% | +11.6% | +2.6% |
| 30D | +7.4% | +4.2% | +3.2% | +7.4% |
| 3M | +21.2% | +14.4% | +6.8% | +21.3% |
| 6M | +13.4% | +0.2% | +13.2% | +13.4% |
| YTD | +35.1% | -20.3% | +55.4% | +35.1% |
| 1Y | +57.4% | -16.1% | +73.6% | +57.4% |
| 3Y | +86.8% | -14.7% | +101.5% | +86.4% |
| 5Y | +80.8% | -43.2% | +124.0% | +79.8% |
| All | +87.3% | -30.9% | +118.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling